Article
Unpredictable Life, Predictable Expectancy? The Impact of Future Longevity Improvements on Pension Fund Investment Strategy
Muqiu Liu, Wenyu Bai and Dan Mikulskis
Special Issues Fall 2013, 2013 (1) 73-88
Muqiu Liu
is a vice president of ALM and investment strategy at Redington in London, UK.
Wenyu Bai
is a vice president of ALM and investment strategy at Redington in London, UK.
Dan Mikulskis
is a co-head of ALM and investment strategy at Redington in London, UK.
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Unpredictable Life, Predictable Expectancy? The Impact of Future Longevity Improvements on Pension Fund Investment Strategy
Muqiu Liu, Wenyu Bai, Dan Mikulskis
Special Issues Sep 2013, 2013 (1) 73-88;
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- Article
- Abstract
- DB PENSION SCHEMES AND RISK MANAGEMENT
- SETTING OBJECTIVES AND CONSTRAINTS
- MONITORING THE PROGRESS TOWARD OBJECTIVES
- RESPONDING TO CHANGES
- A BRIEF HISTORY OF MORTALITY ASSUMPTIONS
- LONGEVITY RISK AND THE IMPACT ON A GENERIC PENSION SCHEME
- CASE STUDY 1—FULLY FUNDED PENSION SCHEME RUNNING TERMINAL PORTFOLIO
- CASE STUDY 2—PARTIAL BUYOUT
- CONCLUSIONS
- APPENDIX
- REFERENCES
- Info & Metrics
- PDF (Subscribers Only)
- PDF (Subscribers Only)
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